Shengchao Lin

Math, Optimization

This is a reading group discussing problems from across applied math. Topic varies from numerical analysis to optimization and operations research, etc.

The reading group has stopped due to COVID-19 pandemic.

Group Member

  • Dawei Li (Ph.D. UIUC. Currently at U Chicago.)
  • Honglin Yuan (Ph.D. Stanford University. Currently at Citadel.)
  • Luze Xu (Ph.D. University of Michigan. Currently at UC Davis.)
  • Xiaoyi Gu (Ph.D. Georgia Institute of Technology. Current at Susquehanna International Group.)
  • Yaqi Duan (Ph.D. Princeton University. Currently at MIT.)

Guest Speaker

  • Kailai Xu (Ph.D. Stanford University. Currently at Citadel.)

Presentation

  • May 06, 2018
    On the Local Minima Free Condition of Backpropagation Learning
    Presenter: Dawei Li
  • May 14, 2018
    Exact Augmented Lagrangian Duality for Mixed Integer Programming
    Presenter: Xiaoyi Gu
  • May 30, 2018
    Introduction to Implicit Constraint Optimization
    Presenter: Shengchao Lin
  • Jun 21, 2018
    More Virtuous Smoothing
    Presenter: Luze Xu
  • Jul 23, 2018
    Adaptive Low-Rank Approximation for State Aggregation of Markov Chain
    Presenter: Yaqi Duan
  • Aug 07, 2018
    Exact Augmented Lagrangian Duality for Mixed Integer Programming Ver.2
    Presenter: Xiaoyi Gu
  • Aug 15, 2018
    Introduction to Parareal algorithm
    Presenter: Shengchao Lin
  • Oct 27, 2018
    Total Unimodular Matrix
    Presenter: Luze Xu
  • Nov 10, 2018
    Temporal Difference Learning and A Finite Time Analysis with Linear Approximation
    Presenter: Dawei Li
  • Dec 02, 2018
    Acceleration Theory: Convex and Nonconvex (Part I)
    Presenter: Honglin Yuan
  • Dec 16, 2018
    Over-Parameterized Deep Neural Networks Have No Strict Local Minima For Any Continuous Activations
    Presenter: Dawei Li
  • Jan 26, 2019
    State Aggregation Learning From Markov Transition Data
    Presenter: Yaqi Duan
  • Apr 07, 2019
    On Proximity For Pure Integer Linear Optimization
    Presenter: Luze Xu
  • Jun 16, 2019
    Adversarial Numerical Analysis
    Presenter: Kailai Xu
  • Jun 27, 2019
    Parareal-Based Preconditioners for Linear-Quadratic Optimal Control Problems
    Presenter: Shengchao Lin
  • Nov 21, 2019
    Sub-Optimal Local Minima Exist for Almost All Over-parameterized Neural Networks
    Presenter: Dawei Li
  • Jun 25, 2020
    Improving proximity bounds using sparsity
    Presenter: Luze Xu

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